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Sp0nge
You might do well to learn either Rosalina & Luma or Ryu.
While I'm not sure if this is still the general opinion nowadays, I know that a while back that most people agreed that Rosalina & Luma had an advantageous matchup against Sheik. If that isn't the case now, the matchup is still likely very close, so it can't be that bad. I also know that her ability to wall out other characters really gives Luigi issues, so she wins that matchup easily. I don't know much about Rosalina & Luma, so I apologize for not being able to go into much detail about her.
I play Ryu more often, so I can go into more detail about him. Ryu does pretty well against Luigi since he lacks a way to get in and force Ryu to give up spacing. Ryu's playstyle is so heavily focused on stage control that if a character lacks the ability to force him to give up space, they generally lose to him. As for Sheik, Ryu is at a slight disadvantage in this matchup, but he still has a good number of tools that allow him to remain a threat, such as his kill power and combo potential. The main issues Ryu has in this matchup, however, are Sheik's frames data, speed, and the possibility of needle camping, so you still need to be in top of your game to win.
There are most likely many more characters who are better candidates than them, but these were the first two that came to mind. They both have decent learning curves, but I still feel that it to learn them.